Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20.11.2024 3.90% 0.22 CHF 0.23 CHF 600'000 200'000 471'073 157'024 118'270 CHF 40'994 CHF 98.94% 98.94%
19.11.2024 4.03% 0.25 CHF 0.26 CHF 450'000 150'000 487'719 162'573 118'514 CHF 41'131 CHF 95.78% 95.78%
18.11.2024 2.56% 0.35 CHF 0.36 CHF 450'000 150'000 450'000 150'000 173'935 CHF 59'478 CHF 96.94% 96.94%
15.11.2024 2.22% 0.44 CHF 0.45 CHF 450'000 150'000 450'000 150'000 200'396 CHF 68'299 CHF 94.98% 94.98%
14.11.2024 1.91% 0.46 CHF 0.47 CHF 450'000 150'000 450'000 150'000 235'137 CHF 79'879 CHF 98.43% 98.43%
13.11.2024 3.47% 0.29 CHF 0.30 CHF 450'000 150'000 484'282 161'427 137'079 CHF 47'307 CHF 98.30% 98.30%
12.11.2024 2.84% 0.27 CHF 0.28 CHF 450'000 150'000 450'692 150'231 156'964 CHF 53'824 CHF 98.40% 98.40%
11.11.2024 2.25% 0.43 CHF 0.44 CHF 450'000 150'000 450'000 150'000 197'740 CHF 67'413 CHF 98.70% 98.70%
08.11.2024 2.48% 0.37 CHF 0.38 CHF 450'000 150'000 450'000 150'000 180'227 CHF 61'576 CHF 97.70% 97.70%
07.11.2024 2.26% 0.48 CHF 0.49 CHF 450'000 150'000 450'000 150'000 197'764 CHF 67'421 CHF 98.11% 98.11%

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